Khloé Kardashian and Scott Disick arrived at a Connecticut pool party Sunday in one piece – but they tell PEOPLE they had a close call only a day before.

The near-disaster unfolded, say the pair, who were there to help host Foxwoods Resort Casino's Liquid Sundays, on Saturday when they headed out to have some fun on the water – and not for the first time: she recently posted a photo of the two of them in a tub together.

"We actually fell in the bay yesterday," Disick revealed.

"No, you – not me," clarified Kardashian, who's spending the summer on Long Island's South Fork for the family's current reality show Kourtney & Khloé Take the Hamptons.

"Sorry," Scott was forced to concur. "I fell in the bay. We were tubing behind our boat –"

"I don't do big bodies of water," said Kardashian, "so I held on for dear life."

On a lighter note, she admitted she hadn't planned her wardrobe Sunday to fit in with the rest of the bikini-clad partygoers.

"I didn't realize I was at the pool today, hence my outfit," she said, referring to a skintight black dress and towering heels. "I'm very dressed up, but let's go out with a bang. I'm a little overdressed."

Asked to name her go-to pool party drink, she said, "I don't know if Champagne is a pool party drink … you feel full." Still, inside the event, she appeared to be drinking pink Champagne.

Disick, who this summer was hospitalized for alcohol poisoning but has taken steps to seek help, joked that "I'm gonna drink out of the pool."

In fact, he stuck to bottled water as he hung out near the deejay and chatted with friends as reality show cameras rolled.